CORRELATION MEASURES

被引：3
|
作者：
Lewis, Thomas M. [1 ]
Pritchard, Geoffrey [2 ]
机构：
[1] Furman Univ, Dept Math, Greenville, SC 29613 USA
[2] Univ Auckland, Dept Stat, Auckland 1, New Zealand
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 1999年 / 4卷
关键词：
correlation measures; Gaussian correlation inequality;
D O I：
10.1214/ECP.v4-1008
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study a class of Borel probability measures, called correlation measures. Our results are of two types: first, we give explicit constructions of non-trivial correlation measures; second, we examine some of the properties of the set of correlation measures. In particular, we show that this set of measures has a convexity property. Our work is related to the so-called Gaussian correlation conjecture.
引用
收藏
页码：77 / 85
页数：9
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